GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.79
Theta: -1.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 28.45 | -34.30 | 28.02 | 285 | 75 | 87 | |||
| 20 Nov | 1492.65 | 62.75 | 0.00 | 46.66 | 54 | 8 | 11 | |||
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| 19 Nov | 1492.65 | 62.75 | 20.10 | 46.66 | 54 | 7 | 11 | |||
| 18 Nov | 1485.75 | 42.65 | -63.10 | 29.24 | 5 | 1 | 2 | |||
| 14 Nov | 1533.70 | 105.75 | -152.20 | 46.04 | 1 | 0 | 0 | |||
| 13 Nov | 1539.40 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 257.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 257.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 257.95 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is 0.58
Historical price for 1460 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 28.45, which was -34.30 lower than the previous day. The implied volatity was 28.02, the open interest changed by 75 which increased total open position to 87
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 62.75, which was 0.00 lower than the previous day. The implied volatity was 46.66, the open interest changed by 8 which increased total open position to 11
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 62.75, which was 20.10 higher than the previous day. The implied volatity was 46.66, the open interest changed by 7 which increased total open position to 11
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 42.65, which was -63.10 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 2
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 105.75, which was -152.20 lower than the previous day. The implied volatity was 46.04, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 257.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 257.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.80
Theta: -1.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 20 | 5.25 | 30.98 | 1,151 | 38 | 181 |
| 20 Nov | 1492.65 | 14.75 | 0.00 | 31.32 | 855 | 8 | 151 |
| 19 Nov | 1492.65 | 14.75 | -4.80 | 31.32 | 855 | 16 | 151 |
| 18 Nov | 1485.75 | 19.55 | 5.65 | 31.42 | 663 | 7 | 133 |
| 14 Nov | 1533.70 | 13.9 | -0.75 | 37.28 | 239 | -12 | 125 |
| 13 Nov | 1539.40 | 14.65 | 2.75 | 39.65 | 569 | -19 | 145 |
| 12 Nov | 1577.05 | 11.9 | 6.55 | 39.56 | 649 | 161 | 164 |
| 11 Nov | 1634.20 | 5.35 | -16.00 | 40.61 | 8 | 3 | 3 |
| 8 Nov | 1666.50 | 21.35 | 0.00 | 15.79 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 21.35 | 0.00 | 14.09 | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 21.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 21.35 | 0.00 | 16.38 | 0 | 0 | 0 |
| 31 Oct | 1694.55 | 21.35 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -0.42
Historical price for 1460 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 20, which was 5.25 higher than the previous day. The implied volatity was 30.98, the open interest changed by 38 which increased total open position to 181
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 8 which increased total open position to 151
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 14.75, which was -4.80 lower than the previous day. The implied volatity was 31.32, the open interest changed by 16 which increased total open position to 151
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 19.55, which was 5.65 higher than the previous day. The implied volatity was 31.42, the open interest changed by 7 which increased total open position to 133
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 13.9, which was -0.75 lower than the previous day. The implied volatity was 37.28, the open interest changed by -12 which decreased total open position to 125
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 14.65, which was 2.75 higher than the previous day. The implied volatity was 39.65, the open interest changed by -19 which decreased total open position to 145
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 11.9, which was 6.55 higher than the previous day. The implied volatity was 39.56, the open interest changed by 161 which increased total open position to 164
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 5.35, which was -16.00 lower than the previous day. The implied volatity was 40.61, the open interest changed by 3 which increased total open position to 3
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 14.09, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 0
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
